Fares Alazemi

Available identifiers

zbMath Open alazemi.faresMaRDI QIDQ2062449

List of research outcomes

Publication	Date of Publication	Type
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model	2025-01-10	Paper
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis	2025-01-10	Paper
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment	2024-08-22	Paper
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market	2024-06-27	Paper
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency	2023-12-14	Paper
New Kolmogorov bounds in the CLT for random ratios and applications	2023-12-03	Paper
Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes	2022-07-01	Paper
Efficient and superefficient estimators of filtered Poisson process intensities	2022-05-23	Paper
Statistical inference for nonergodic weighted fractional Vasicek models	2021-12-27	Paper
Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process	2020-08-12	Paper
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case	2020-04-01	Paper
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations	2019-10-25	Paper
The approximation of eigencurves by sampling	2016-09-02	Paper
Isometric elastic deformations	2016-01-27	Paper
Buy-low and sell-high investment strategies	2013-09-04	Paper

Research outcomes over time

This page was built for person: Fares Alazemi